Some of the german units don't have any speech for me. For example the wehrmacht pioneers or volksgrenadiers, or panzer elite assault pioneers. They just don't say anything at all, is this only a problem on my side, or is this how it is in Blitzkrieg mod so far?

Some units are known to have no voices, as you said the PE assault pios or PE sniper, I think too. However WH Pios and Volks have voices so your problem is a bit weird that for you even these are mute :/